+3,667.8%
STRL vs GD
+190.6%
+3,477.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +3.9% |
| 7D | -26.9% | -5.0% | -21.9% | -23.7% |
| 30D | -52.7% | +8.9% | -61.6% | -55.4% |
| 3M | -52.8% | -8.0% | -44.8% | -50.0% |
| 6M | -71.5% | +2.9% | -74.4% | -72.5% |
| YTD | -17.4% | +7.1% | -24.5% | -23.6% |
| 1Y | -35.0% | +5.9% | -40.9% | -39.1% |
| 3Y | +239.2% | +53.9% | +185.4% | +137.3% |
| 5Y | +830.2% | +95.4% | +734.8% | +421.5% |
| All | +3,667.8% | +190.6% | +3,477.2% | +1,338.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling